-22.1%
TNA vs DOCU
+107.7%
-129.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.0% | -11.7% | -12.6% |
| 7D | -14.0% | -3.2% | -10.8% | -12.4% |
| 30D | -12.5% | +15.7% | -28.2% | -19.2% |
| 3M | -28.8% | +37.3% | -66.1% | -41.0% |
| 6M | -18.4% | +63.1% | -81.6% | -40.2% |
| YTD | +15.1% | +15.4% | -0.3% | -0.9% |
| 1Y | +14.7% | +11.3% | +3.4% | +1.0% |
| 3Y | +99.7% | +92.1% | +7.6% | +23.5% |
| 5Y | -50.9% | -70.5% | +19.6% | -31.6% |
| All | -22.1% | +107.7% | -129.7% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling